Re: PyFolio analyzer multiple data sources not working

I see the above topic was posted back in October 2017 but I'm wondering if this was resolved somewhere else. I'm also finding the exact same thing when using multiple data sources with the pyfolio analyzer. The source code line mentioned in the original post refers to

ps = [[k] + v[-2:] for k, v in iteritems(pss)]

where v contains the positions for each of the data feeds. [-2:] means that its only using the last two entries (the last symbol and the cash positions). If the line instead is changed to

ps = [[k] + v for k, v in iteritems(pss)]

Then positions for all datafeeds are saved and pyfolio gives the correct position and full tear sheets. Otherwise pyfolio thinks there was only one symbol in the portfolio.